Symmetries and their anomalies are powerful tools for understanding quantum systems. However, realistic systems are often subject to disorders, dissipation and decoherence. In many circumstances, symmetries are not exact but only on average. This work investigates the constraints on mixed states resulting from non-commuting average symmetries. We will focus on the cases where the commutation relations of the average symmetry generators are violated by nontrivial phases, and call such average symmetry anomalous. We show that anomalous average symmetry implies degeneracy in the density matrix eigenvalues, and present several lattice examples with average symmetries, including XY chain, Heisenberg chain, and deformed toric code models. In certain cases, the results can be further extended to reduced density matrices, leading to a new lower bound on the entanglement entropy. We discuss several applications in the contexts of many body localization, quantum channels, entanglement phase transitions and also derive new constraints on the Lindbladian evolution of open quantum systems.